You're all over-complicating this whole scammed business. Traders used to keep anonymity after a black market transaction because their name was not mentioned, and the food mysteriously disappeared, no message whatsoever.
With the new system, it does not matter what message the lords get, or when. So long as the trader's name is not mentioned. My thoughts on the options presented:
1) The most obvious seems to be to trade on offers that are restricted. I.e. an Ally trading on a Realm Only trade, or non-Ally trading on an Ally trade. For a bigger challenge, a non-Ally trading on a Realm Only trade.
Perfect.
2) Trading on offers from a realm with which you are at war.
Perfect.
3) Skimming gold from the transaction by shorting the seller, then pocketing the difference. The challenge here would be to try to hide it in some way that is not obvious. Perhaps a delayed message about a shortage in the trade balance in the next tax report? You couldn't charge the buyer too much, as the money has to come from somewhere. To fleece the buyer, see the next idea...
Leave the Trader's name out of the report. Highten security for a short time in case they try again on another of that lords offers.
4) Trading on mismatched offers. I.e. matching a 400 bushel Buy with 350 bushels of Sell, and pocketing the difference. As above hiding the mismatch would be difficult. Delayed message in the Harvest report? You couldn't short-match the seller, as that would leave bushels floating around in limbo.
Tell Seller "The order has been fulfilled here is your X gold, yada yada yada" - all completely true.
Tell Buyer "You have purchased 350 bushels for the price of X. The deal was supposed to have been for 400." Then you throw in a line about either not catching the trader's name, or are provided with a fake one, an alias.
I really like that alias idea, come to think of it. Just imagine "You have purchased 350 bushels for the price of X. The deal was supposed to have been for 400. You are told the trader's name was Ben Franklin, but you cannot find any record of him." The only restriction would be it cannot use a family name of anyone, and preferably not the given name of any character on that particular island.
